+44.6%
MUB vs XYL
+403.7%
-359.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.6% |
| 30D | +3.4% | -5.7% | +9.1% | +3.5% |
| 3M | -0.7% | -19.8% | +19.1% | -0.2% |
| 6M | -1.0% | -14.2% | +13.2% | -0.7% |
| YTD | 0.0% | -28.1% | +28.1% | +0.7% |
| 1Y | +0.4% | -35.0% | +35.4% | +1.4% |
| 3Y | +10.5% | +2.1% | +8.4% | +10.2% |
| 5Y | +3.1% | -22.1% | +25.2% | +3.2% |
| 10Y | +22.0% | +107.0% | -84.9% | +20.7% |
| All | +44.6% | +403.7% | -359.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling